Windows really doesn't, it's the OEMs. It's a pain, but I usually spend like 30 minutes cleaning up a new laptop and it never bothers me again. My last few machines have been Acers and they were pretty clean.
Now, MS isn't an ad company like Google, and enabling data collection by default is the wrong approach for users. It feels like it was build with features (that you probably don't care about--Hey Cortana) in mind before privacy.
https://git.eeqj.de/sneak/hacks/src/branch/master/fixcatalin...
The above script helps a little bit.